Re: [Gretl-users] question
On Sun, 23 Feb 2014, Salvador Rodriguez wrote:
Thanks for taking the time to answer! has clarified the big question
I had,
have any recommendations of software which allows to generate a series
arima model for weekly data?
There's no problem with estimating an ARIMA model on weekly data in
gretl, and you can even have a "seasonal" component (though
estimation may take a while). It's just that there's no standard
way of carrying out seasonal adjustment of weekly series.
Allin Cottrell